-100.0%
SOXS vs MAR
+63.6%
-163.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +6.8% |
| 7D | -9.4% | -2.1% | -7.3% | -12.9% |
| 30D | +6.2% | -5.7% | +11.8% | -4.7% |
| 3M | -28.0% | -14.6% | -13.4% | -48.4% |
| 6M | -99.2% | +1.3% | -100.5% | -98.7% |
| YTD | -99.5% | +6.7% | -106.2% | -99.1% |
| 1Y | -99.7% | +26.4% | -126.2% | -99.3% |
| All | -100.0% | +63.6% | -163.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling